Abstract
Estimation of the general qualitative response model, Pk = Fk(xβ1,..., xHβ), k = 1,..., K, where H ≤ K, is considered. We show under general conditions that asymptotically efficient generalized Berkson's estimators can be derived even if H < K. Two bivariate polychotomous probit models are analyzed.
| Original language | English |
|---|---|
| Pages (from-to) | 243-249 |
| Number of pages | 7 |
| Journal | Economics Letters |
| Volume | 4 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 1979 |
| Externally published | Yes |